ETH-USD vs. EXCS.L
ETH-USD (Ethereum) is a cryptocurrency, while EXCS.L (iShares MSCI EM ex-China UCITS ETF USD (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 3 years, ETH-USD returned -3.34%/yr vs 25.66%/yr for EXCS.L. At a 0.25 correlation, their price movements are largely independent.
Performance
ETH-USD vs. EXCS.L - Performance Comparison
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Different Trading Currencies
ETH-USD is traded in USD, while EXCS.L is traded in GBP. To make them comparable, the EXCS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than EXCS.L's 31.84% return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
EXCS.L
- 1D
- 0.49%
- 1M
- -1.41%
- YTD
- 31.84%
- 6M
- 36.07%
- 1Y
- 61.99%
- 3Y*
- 25.66%
- 5Y*
- —
- 10Y*
- —
ETH-USD vs. EXCS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | -13.77% |
EXCS.L iShares MSCI EM ex-China UCITS ETF USD (Acc) | 31.84% | 35.75% | 3.67% | 16.90% | -18.20% | -24.55% |
Correlation
The correlation between ETH-USD and EXCS.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2021 | 0.25 |
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Return for Risk
ETH-USD vs. EXCS.L — Risk / Return Rank
ETH-USD
EXCS.L
ETH-USD vs. EXCS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ETH-USD | EXCS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.98 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.51 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 4.40 | -4.90 |
| Martin ratioReturn relative to average drawdown | -0.88 | 16.49 | -17.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | EXCS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.86 | -3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.26 | +0.49 |
Drawdowns
ETH-USD vs. EXCS.L - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than EXCS.L's maximum drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for ETH-USD and EXCS.L.
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Drawdown Indicators
| ETH-USD | EXCS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -44.14% | -49.87% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -14.02% | -53.51% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -19.69% | -47.84% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -65.60% | -7.31% | -58.29% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -24.42% | -26.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 3.75% | +40.83% |
Volatility
ETH-USD vs. EXCS.L - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) at 10.52%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than EXCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETH-USD | EXCS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 10.52% | +6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 19.09% | +27.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 21.59% | +34.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 25.81% | +33.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 25.81% | +52.23% |
Frequently Asked Questions
ETH-USD and EXCS.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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